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~isPartOf:"Applied econometrics and international development"
~isPartOf:"International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society"
~isPartOf:"International journal of theoretical and applied finance"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Ahmad, Yusuf"
~person:"Gil-Alaña, Luis A."
~subject:"Asia"
~subject:"Bruttoinlandsprodukt"
~subject:"Developing countries"
~subject:"Estimation"
~subject:"Fractional integration"
~subject:"Großbritannien"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Asia
Bruttoinlandsprodukt
Developing countries
Estimation
Fractional integration
Großbritannien
Time series analysis
Volatility
Zeitreihenanalyse
8
United Kingdom
4
ARMA model
3
ARMA-Modell
3
Einheitswurzeltest
3
Mean Reversion
3
Mean reversion
3
USA
3
Unit root test
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United States
3
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2
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2
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French
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Ahmad, Yusuf
Gil-Alaña, Luis A.
Guisán, María-Carmen
14
Benth, Fred Espen
7
Brigo, Damiano
5
Takahashi, Akihiko
5
Aguayo, Eva
4
Apergēs, Nikolaos
4
Exposito, Pilar
4
Holmes, Mark J.
4
Pallavicini, Andrea
4
Rebonato, Riccardo
4
Schoutens, Wim
4
Warburton, Christopher E. S.
4
Bildirici, Melike
3
Bouchaud, Jean-Philippe
3
Cebula, Richard J.
3
Chiarella, Carl
3
Edwards, Jeffrey A.
3
Forde, Martin
3
Fouque, Jean-Pierre
3
Gatheral, Jim
3
Grzelak, Lech A.
3
Haber, Gottfried
3
Hsing, Yu
3
Jareño, Francisco
3
Levendorskij, Sergej Z.
3
Liu, Rui Hua
3
Neck, Reinhard
3
Oosterlee, Cornelis W.
3
Radoičić, Radoš
3
Ramírez, Miguel D.
3
Sircar, Kaushik Ronnie
3
Soofi, Abdollah S.
3
Stoep, Anthonie W. van der
3
Vives, Josep
3
Zubelli, Jorge P.
3
Ahlip, Rehez
2
Ahmed, Mudabber
2
Aka, Bédia F.
2
Almeida, Caio
2
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Applied econometrics and international development
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
International journal of theoretical and applied finance
Applied economics
22
Applied economics letters
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Research in international business and finance
9
Economics letters
6
International journal of finance & economics : IJFE
6
Journal of economics and finance
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Tourism economics : the business and finance of tourism and recreation
6
Economic modelling
5
Empirica : journal of european economics
5
Energy economics
5
Finance research letters
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International review of economics & finance : IREF
5
Applied financial economics
4
International review of financial analysis
4
Journal of economics and finance : JEF
4
Journal of forecasting
4
Review of development finance
4
The South African journal of economics
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
European review of economics and finance
3
Oxford bulletin of economics and statistics
3
Review of financial economics : RFE
3
African journal of economic and sustainable development
2
Annales d'économie et de statistique
2
CBN journal of applied statistics
2
Computational economics
2
Defence and peace economics
2
Economia internazionale
2
Economics bulletin : EB
2
Emerging markets, finance and trade : EMFT
2
Journal of economic studies
2
Journal of international money and finance
2
Recherches économiques de Louvain
2
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ECONIS (ZBW)
11
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1
Modelling long-range dependence and non-linearity in the infant mortality rates of African countries
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
- In:
International advances in economic research : IAER ; an …
26
(
2020
)
3
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012415228
Saved in:
2
Mean reversion in agricultural commodity prices in India
Gil-Alaña, Luis A.
;
Tripathy, Trilochan
- In:
International advances in economic research : IAER ; an …
20
(
2014
)
4
,
pp. 385-398
Persistent link: https://www.econbiz.de/10010532661
Saved in:
3
Government expenditures and revenues : evidence of fractional cointegration in an asymmetric modeling
Gil-Alaña, Luis A.
- In:
International advances in economic research : IAER ; an …
15
(
2009
)
2
,
pp. 143-155
Persistent link: https://www.econbiz.de/10003877566
Saved in:
4
Measuring the memory parameter on several transformations of asset returns
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
8
(
2005
)
6
,
pp. 675-692
Persistent link: https://www.econbiz.de/10003133833
Saved in:
5
Generalized fractional time series modelling of the relationship between consumption and income in the UK
Gil-Alaña, Luis A.
- In:
Applied econometrics and international development
3
(
2003
)
1
,
pp. 103-112
Persistent link: https://www.econbiz.de/10003718426
Saved in:
6
Lond memory in the interest rates in some Asian countries
Gil-Alaña, Luis A.
- In:
International advances in economic research : IAER ; an …
9
(
2003
)
4
,
pp. 257-267
Persistent link: https://www.econbiz.de/10001838355
Saved in:
7
Long memory in financial time series data with non-Gaussian disturbances
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
6
(
2003
)
2
,
pp. 119-134
Persistent link: https://www.econbiz.de/10001769123
Saved in:
8
Fractional integration in the stock market volatility series
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
5
(
2002
)
8
,
pp. 775-783
Persistent link: https://www.econbiz.de/10001763176
Saved in:
9
Purchasing power parity : evidence from developing countries
Anoruo, Emmanuel
;
Braha, Habtu
;
Ahmad, Yusuf
- In:
International advances in economic research : IAER ; an …
8
(
2002
)
2
,
pp. 85-96
Persistent link: https://www.econbiz.de/10001725746
Saved in:
10
Testing the order of integration of the UK unemployment
Gil-Alaña, Luis A.
- In:
Applied econometrics and international development
2
(
2002
)
1
,
pp. 21-40
Persistent link: https://www.econbiz.de/10003716812
Saved in:
1
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